Hedibert Freita Lopes & Dani (University Federal Do Rio de Janeiro, Brazil) Gamerman 
Markov Chain Monte Carlo [PDF ebook] 
Stochastic Simulation for Bayesian Inference, Second Edition

While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference problems has increased by leaps and bounds. Incorporating changes in theory and highlighting new applications, Markov Chain Monte Carlo: Stochastic Simul